PREVIEW / futures_5min / 2023-02-15

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-02-15.parquet
  size:    350 KB
  rows:    19,873

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2023-02-15 00:00:00	ES	Futures	4617.7	4618.54	4616.86	4617.98	371.0
2023-02-15 00:05:00	ES	Futures	4618.26	4619.94	4617.98	4618.26	962.0
2023-02-15 00:10:00	ES	Futures	4618.54	4618.54	4617.42	4617.7	204.0
2023-02-15 00:15:00	ES	Futures	4617.42	4617.7	4614.91	4615.19	515.0
2023-02-15 00:20:00	ES	Futures	4614.91	4615.74	4614.63	4615.19	444.0
2023-02-15 00:25:00	ES	Futures	4615.19	4615.19	4613.51	4614.07	640.0
2023-02-15 00:30:00	ES	Futures	4614.07	4615.47	4614.07	4615.47	245.0
2023-02-15 00:35:00	ES	Futures	4615.47	4615.74	4614.63	4614.91	170.0
2023-02-15 00:40:00	ES	Futures	4614.91	4616.02	4614.07	4615.74	662.0
2023-02-15 00:45:00	ES	Futures	4615.47	4616.3	4615.19	4616.02	301.0
2023-02-15 00:50:00	ES	Futures	4615.74	4616.58	4615.47	4616.58	245.0
2023-02-15 00:55:00	ES	Futures	4616.3	4617.42	4616.3	4616.3	322.0
2023-02-15 01:00:00	ES	Futures	4616.58	4616.58	4615.19	4615.19	403.0
2023-02-15 01:05:00	ES	Futures	4615.19	4615.47	4614.63	4614.63	319.0
2023-02-15 01:10:00	ES	Futures	4614.63	4614.91	4613.79	4614.91	325.0
2023-02-15 01:15:00	ES	Futures	4614.91	4616.58	4614.63	4616.3	315.0
2023-02-15 01:20:00	ES	Futures	4616.3	4616.3	4615.19	4615.74	230.0
2023-02-15 01:25:00	ES	Futures	4615.74	4615.74	4614.63	4614.91	229.0
2023-02-15 01:30:00	ES	Futures	4614.63	4614.63	4609.59	4610.43	1603.0
2023-02-15 01:35:00	ES	Futures	4610.15	4611.83	4609.87	4611.55	472.0
2023-02-15 01:40:00	ES	Futures	4611.55	4613.23	4611.27	4612.67	531.0
2023-02-15 01:45:00	ES	Futures	4612.67	4612.95	4611.27	4611.55	284.0
2023-02-15 01:50:00	ES	Futures	4611.55	4612.95	4611.55	4612.95	180.0
2023-02-15 01:55:00	ES	Futures	4612.67	4613.23	4611.83	4612.67	210.0
2023-02-15 02:00:00	ES	Futures	4612.39	4617.14	4611.27	4616.86	1920.0
2023-02-15 02:05:00	ES	Futures	4616.58	4616.86	4613.79	4613.79	963.0
2023-02-15 02:10:00	ES	Futures	4613.79	4616.3	4613.51	4616.02	506.0
2023-02-15 02:15:00	ES	Futures	4616.3	4616.3	4615.19	4616.02	391.0
2023-02-15 02:20:00	ES	Futures	4615.74	4616.58	4615.19	4616.3	498.0
2023-02-15 02:25:00	ES	Futures	4616.3	4616.86	4614.63	4615.74	844.0
2023-02-15 02:30:00	ES	Futures	4615.47	4615.74	4610.43	4610.99	1376.0
2023-02-15 02:35:00	ES	Futures	4611.27	4612.39	4608.48	4611.55	2211.0
2023-02-15 02:40:00	ES	Futures	4611.55	4613.79	4611.55	4613.23	1242.0
2023-02-15 02:45:00	ES	Futures	4613.23	4616.86	4612.95	4615.19	1502.0
2023-02-15 02:50:00	ES	Futures	4615.47	4615.47	4613.23	4613.23	940.0
2023-02-15 02:55:00	ES	Futures	4613.23	4613.79	4609.31	4610.71	1671.0
2023-02-15 03:00:00	ES	Futures	4610.71	4613.79	4608.2	4609.03	3988.0
2023-02-15 03:05:00	ES	Futures	4609.03	4613.51	4608.75	4611.55	2857.0
2023-02-15 03:10:00	ES	Futures	4611.83	4614.35	4610.15	4610.43	2199.0
2023-02-15 03:15:00	ES	Futures	4610.71	4612.95	4607.92	4612.95	2120.0
2023-02-15 03:20:00	ES	Futures	4612.95	4614.63	4612.11	4612.95	1946.0
2023-02-15 03:25:00	ES	Futures	4612.95	4615.74	4612.39	4614.91	1498.0
2023-02-15 03:30:00	ES	Futures	4614.91	4619.94	4614.91	4618.82	2454.0
2023-02-15 03:35:00	ES	Futures	4618.82	4620.78	4616.86	4616.86	3150.0
2023-02-15 03:40:00	ES	Futures	4616.86	4619.1	4615.47	4618.54	1591.0
2023-02-15 03:45:00	ES	Futures	4618.54	4620.5	4618.54	4620.5	1221.0
2023-02-15 03:50:00	ES	Futures	4620.5	4621.9	4619.38	4620.5	1015.0
2023-02-15 03:55:00	ES	Futures	4620.22	4620.78	4617.98	4618.26	1568.0
2023-02-15 04:00:00	ES	Futures	4618.54	4623.57	4618.54	4623.01	2912.0
2023-02-15 04:05:00	ES	Futures	4622.74	4623.57	4620.5	4623.01	1164.0

> showing 50 of 19,873 rows — these rows as CSV

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